+33.3%
XYL vs FROG
+22.9%
+10.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.8% |
| 7D | -5.0% | -11.3% | +6.2% | -4.1% |
| 30D | -13.2% | +3.6% | -16.9% | -13.6% |
| 3M | -3.7% | +1.7% | -5.4% | -4.3% |
| 6M | -17.7% | +123.5% | -141.2% | -24.3% |
| YTD | -21.5% | +40.2% | -61.8% | -25.1% |
| 1Y | -24.5% | +81.0% | -105.5% | -30.3% |
| 3Y | +6.9% | +194.8% | -187.8% | -9.7% |
| 5Y | -18.1% | +131.8% | -149.9% | -33.6% |
| All | +33.3% | +22.9% | +10.4% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling